Financial Risk Manager (FRM) Certification: Level II

Take this course to prepare for the Financial Risk Manager (FRM) Level 2 certification exam

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About This Course

Published 7/2013
English

Course Description

FRM - Level II tests a candidate’s knowledge and understanding of the modern risk management practices. There will be 80 questions in the exam, which needs to be completed in 4 hours time. There are in total 5 topics in FRM - II, the first one is Market Risk Measurement and Management which has weightage of 25%, Credit Risk Measurement and Management has 25%, Operational and Integrated Risk Management has 25%, Risk Management and Investment Management has 15%, Current Issues in Financial Markets has 10% weightage. This course will give you access to:

Recordings for all the topics of FRM - II

Mock Tests

Topic wise Questions with Explanatory answers

Comprehensive Reading Material for all the topics

24X7 Online Access to Course Material

Forums to interact with faculty and fellow students

What are the requirements?

There are no educational or professional prerequisites to sit for either part of the FRM Exam.

Participants can only pass FRM - II, once they pass FRM - I

To become a Certified FRM, candidates must meet a two year professional work experience requirement.

What am I going to get from this course?

Course Objective is to help participants successfully pass the FRM - II

What is the target audience?

This program is suitable for Bankers, IT professionals, Analytics and Finance professionals with an interest in risk management.

It is also beneficial for Btech, MBA, Finance graduates who are interested in financial risk management career.

·
The difference between
a two-way and one-way agreement and the purpose of an ISDA master agreement and
credit support annex (CSA).

·
Types of
default-remote entities and describe problems associated with the assumption
that they are in fact default remote.

·
How termination
and walk-away features work in credit contracts.

·
Netting and
close-out procedures (including multilateral netting), their advantages and disadvantages,
and how they fit into the framework of the ISDA master agreement.

·
The
effectiveness of netting in reducing exposure based on correlation between
contract mark-to-market values.

·
The effect of
netting on exposure metrics.

·
Collateralization
and the mechanics of the collateralization process, including the role of a valuation
agent, the types of collateral that are typically used, and reconciliation of
collateral disputes.

·
The following
features of collateralization agreements: links to credit quality, margins and
call frequency, thresholds, minimum transfers, rounding, haircuts, interest,
and rehypothecation.

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Instructor Biography

Trusted by Fortune 500 Companies and 10,000 Students from 40+ countries across the globe, EduPristine is one of the leading International Training providers for Finance Certifications like FRM®, CFA®, PRM®, Business Analytics, HR Analytics, Financial Modeling, Operational Risk Modeling etc. It was founded by industry professionals who have worked in the area of investment banking and private equity in organizations such as Goldman Sachs, Crisil - A Standard & Poors Company, Standard Chartered and Accenture. EduPristine has conducted corporate training for various leading corporations and colleges like JP Morgan, Bank of America, Ernst & Young, Accenture, HSBC, IIM C, NUS Singapore etc. EduPristine has conducted more than 500,000 man-hours of quality training in finance.